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IBDT vs. CXRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDT vs. CXRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Teucrium 2x Daily Corn ETF (CXRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBDT achieves a 0.92% return, which is significantly higher than CXRN's -22.90% return.


IBDT

1D
0.06%
1M
0.37%
YTD
0.92%
6M
1.02%
1Y
3.99%
3Y*
5.66%
5Y*
1.31%
10Y*

CXRN

1D
-1.93%
1M
-23.34%
YTD
-22.90%
6M
-26.17%
1Y
-26.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDT vs. CXRN - Yearly Performance Comparison


2026 (YTD)20252024
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
0.92%7.02%-0.44%
CXRN
Teucrium 2x Daily Corn ETF
-22.90%-25.68%7.40%

Correlation

The correlation between IBDT and CXRN is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2024

-0.17

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Return for Risk

IBDT vs. CXRN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBDT
IBDT Risk / Return Rank: 8888
Overall Rank
IBDT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9090
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8383
Calmar Ratio Rank
IBDT Martin Ratio Rank: 9090
Martin Ratio Rank

CXRN
CXRN Risk / Return Rank: 33
Overall Rank
CXRN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CXRN Sortino Ratio Rank: 44
Sortino Ratio Rank
CXRN Omega Ratio Rank: 44
Omega Ratio Rank
CXRN Calmar Ratio Rank: 11
Calmar Ratio Rank
CXRN Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBDT vs. CXRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Teucrium 2x Daily Corn ETF (CXRN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBDTCXRNDifference
Sharpe ratioReturn per unit of total volatility

+3.25

Sortino ratioReturn per unit of downside risk

+4.82

Omega ratioGain probability vs. loss probability

1.51

0.89

+0.62

Calmar ratioReturn relative to maximum drawdown

3.90

-0.89

+4.78

Martin ratioReturn relative to average drawdown

17.80

-2.15

+19.95

IBDT vs. CXRN - Sharpe Ratio Comparison

The current IBDT Sharpe Ratio is 2.50, which is higher than the CXRN Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of IBDT and CXRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBDT vs. CXRN - Drawdown Comparison

The maximum IBDT drawdown since its inception was -17.79%, smaller than the maximum CXRN drawdown of -52.05%. Use the drawdown chart below to compare losses from any high point for IBDT and CXRN.


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Drawdown Indicators


IBDTCXRNDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-52.05%

+34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-30.34%

+29.31%

Max Drawdown (3Y)

Largest decline over 3 years

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.68%

Current Drawdown

Current decline from peak

-0.06%

-52.05%

+51.99%

Average Drawdown

Average peak-to-trough decline

-4.13%

-30.73%

+26.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

12.47%

-12.25%

Volatility

IBDT vs. CXRN - Volatility Comparison

The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.49%, while Teucrium 2x Daily Corn ETF (CXRN) has a volatility of 9.57%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than CXRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDTCXRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

9.57%

-9.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

27.10%

-26.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.61%

36.22%

-34.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.06%

36.71%

-31.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

36.71%

-30.36%

IBDT vs. CXRN - Expense Ratio Comparison

IBDT has a 0.10% expense ratio, which is lower than CXRN's 0.95% expense ratio.


Dividends

IBDT vs. CXRN - Dividend Comparison

IBDT's dividend yield for the trailing twelve months is around 4.54%, more than CXRN's 2.93% yield.


PositionTTM20252024202320222021202020192018
CXRN
Teucrium 2x Daily Corn ETF
2.93%3.30%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.54%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%

Frequently Asked Questions


IBDT and CXRN have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CXRN has higher volatility (9.57%) compared to IBDT (0.49%). In terms of maximum drawdown, IBDT dropped -17.79% vs CXRN's -52.05%.

On 1-year performance, IBDT leads with 3.99% vs -26.79% for CXRN. On fees, IBDT is cheaper at 0.10% per year. On volatility, IBDT has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBDT has performed better with a 3.99% return vs -26.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDT is cheaper with a 0.10% expense ratio, compared with 0.95% for CXRN.

IBDT has the higher dividend yield at 4.54%, compared with 2.93% for CXRN.

IBDT is categorized as Corporate Bonds, while CXRN is Leveraged Commodities. They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.10% for IBDT and 0.95% for CXRN.

IBDT currently has the higher Sharpe Ratio (2.50 vs -0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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